Capital Group International Focus Equity ETF

10-Year Study

CGXU.US · · US · ETF

Executive Summary: Capital Group International Focus Equity ETF has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 23.4% and an annualized volatility of 18.8%.

1Y CAGR
+30.9%
3Y CAGR
+15.7%
5Y CAGR
+8.8%
10Y CAGR
+8.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 4.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.73.4-8.78.6————————8.4%
20254.0-0.7-3.91.06.74.0-1.65.55.23.7-2.52.926.3%
20240.03.64.2-1.62.9-0.91.03.50.4-3.70.5-5.14.4%
20239.9-4.35.80.2-3.25.33.8-6.0-5.3-3.88.95.315.8%
2022——-0.9-7.31.2-9.14.3-3.9-9.53.712.8-4.3-14.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 41.9% of variance. Idiosyncratic stock-specific factors contribute 1.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-019914.303818221293
2022-04-019189.962823631586
2022-05-019300.162618917853
2022-06-018457.867520969865
2022-07-018818.287760157034
2022-08-018470.141482889565
2022-09-017663.294650413635
2022-10-017949.982497418924
2022-11-018969.829095050094
2022-12-018581.714898462875
2023-01-019434.51154505696
2023-02-019030.755801330195
2023-03-019554.016510029642
2023-04-019570.499953474151
2023-05-019261.479699221467
2023-06-019748.450246143893
2023-07-0110117.333758712519
2023-08-019512.231867104452
2023-09-019010.68322100664
2023-10-018666.702114932139
2023-11-019437.613268285766
2023-12-019933.357260912526
2024-01-019937.522432105494
2024-02-0110291.251811184813
2024-03-0110728.195993459794
2024-04-0110557.601215875506
2024-05-0110865.513711832187
2024-06-0110767.10046481538
2024-07-0110871.761468621637
2024-08-0111248.532220257797
2024-09-0111290.405483846669
2024-10-0110867.59629742867
2024-11-0110926.17455612125
2024-12-0110366.756616640303
2025-01-0110782.786322286767
2025-02-0110702.939104310952
2025-03-0110286.909398664486
2025-04-0110387.759713932499
2025-05-0111081.127786565992
2025-06-0111524.364035962264
2025-07-0111337.463056260827
2025-08-0111957.63046069452
2025-09-0112582.095967316698
2025-10-0113045.094624713645
2025-11-0112722.249546926856
2025-12-0113093.703058742207
2026-01-0113842.547666839475
2026-02-0114316.66821752828
2026-03-0113067.116859638161
2026-04-0114188.168255192064
Annual Return Matrix
YearAnnual Return
20230.1575025945795232
20240.04363070252523671
20250.2630472136024413
20260.08358714043993243
Total Factor Risk
0.18774433447302577
VTI.US Exposure
0.05024960588907346
VEA.US Exposure
0.41944317530991554
VWO.US Exposure
0.13376004161698782
QQQ.US Exposure
0.0007141432843427348
VTV.US Exposure
0.003936087033708
IJR.US Exposure
0.02256054300380933
QUAL.US Exposure
0.05987966940918125
SHV.US Exposure
0.34128984116602507
TLT.US Exposure
0.013144427564125741
LQD.US Exposure
0.013368795317648575
HYG.US Exposure
-0.016939177128486856
GLD.US Exposure
0.015207570169173882
USO.US Exposure
0.0004502512282305802
VNQ.US Exposure
-0.06204108293702479
BTC-USD.CC Exposure
0.010592955539241092
CPER.US Exposure
0.0031155998864580807
VIX.INDX Exposure
-0.0024077083248379323
UUP.US Exposure
-0.02037164461020213
TIP.US Exposure
-0.005331235112945798
Idiosyncratic Exposure
0.019378141695576407
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →16.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.84%
Market Cap$108.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Group International Focus Equity ETF a high-risk investment?

Capital Group International Focus Equity ETF (CGXU.US) has an annualized volatility of 18.8% and experienced a maximum drawdown of 23.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of CGXU.US?

Over the past 10 years, CGXU.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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